+15.1%
MGY vs BIYA
-99.8%
+114.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | +1.5% | +2.7% | -1.2% | +1.5% |
| 30D | +6.8% | -16.7% | +23.5% | +6.9% |
| 3M | +2.6% | -74.6% | +77.2% | +3.3% |
| 6M | -3.1% | -85.4% | +82.3% | -3.3% |
| YTD | +29.4% | -94.2% | +123.6% | +30.6% |
| 1Y | +22.3% | -98.6% | +120.9% | +28.4% |
| All | +15.1% | -99.8% | +114.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIYA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling